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PORTFOLIO SUMMARY
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RECENT TRANSACTIONS
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by SEGMENT
by MODE
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TRANSACTION HISTORY
PORTFOLIO CHANGE
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PORTFOLIO ANALYTICS
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| Metric | Description | Period |
|---|---|---|
| CAGR | Compound Annual Growth Rate—annualized return over the backtest. | Daily |
| Volatility | Annualized standard deviation of returns (measures risk). | Daily |
| Sharpe | Excess annualized return per unit of volatility (uses risk-free rate). | Daily |
| Sortino | Excess annualized return per unit of downside deviation (penalizes only negative returns). | Daily |
| Treynor | Excess annualized return per unit of systematic risk (beta relative to benchmark). | Daily |
| Jensen’s Alpha | Excess annualized return over that predicted by CAPM (regression intercept). | Daily |
| Max Drawdown | Largest peak-to-trough % loss in NAV/price during period. | Daily |
| Calmar Ratio | CAGR divided by absolute Max Drawdown—return per unit drawdown risk. | Daily |
| Recovery Factor | Ratio of gain after max drawdown to drawdown size; reflects the portfolio's ability to recover losses. | Daily |
| Alpha | Regression intercept of excess return over benchmark (risk-adjusted, annualized). | Daily |
| Beta | Regression slope: sensitivity to benchmark moves (systematic risk). | Daily |
| R-squared | % of portfolio return explained by benchmark (regression fit statistic). | Daily |
| Correlation | Linear correlation between portfolio returns and benchmark returns. | Daily |
| Upside Capture | Average portfolio return on days benchmark is positive, divided by avg benchmark return (as %). | Daily |
| Downside Capture | Same as above, but on days when benchmark is negative. | Daily |
| Best 1Y Return | Highest rolling 1-year % return, based on daily data. | Daily |
| Worst 1Y Return | Lowest rolling 1-year % return, based on daily data. | Daily |
| VaR (5%) | 5th percentile worst daily return—estimated minimum loss at 95% confidence. | Daily |
| CVaR (5%) | Average loss on worst 5% of daily returns—“expected tail loss.” | Daily |
| Win Ratio | Proportion of days portfolio return > benchmark return (outperformance probability). | Daily |
| Positive Months | Count or proportion of months with positive total return. | Monthly |
| Up Months | Count of months with positive return. | Monthly |
| Down Months | Count of months with negative return. | Monthly |
| % Time Above Benchmark | Proportion of days when portfolio cumulative NAV exceeds benchmark NAV. | Daily |
TOP LOSS DAYS
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RETURNS SINCE LAST PURCHASE
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PORTFOLIO HOLDINGS
ALLOCATION by SEGMENT
Drop from Peak & ZScore
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TARGET ASSET ALLOCATION
CARDS
My Portfolio
As of 13 Feb 2026
Total Value
₹7,273,862
Net Gain
₹991,862
XIRR
14.1%
Allocation
Equity: 75%
Debt: 15%
Commodity: 10%
Risk
Positive Months: 63%
Alpha: 1.7%
Beta: 0.97
Return Quality
Time above benchmark: 96%
Upside capture: 98%
Downside capture: 96%
CAGR
Portfolio
15.4%
Benchmark
13.7%
Volatility
Portfolio
16.1%
Benchmark
16.3%
Best 1Y Return
Portfolio
90.3%
Benchmark
90.6%
Worst 1Y Return
Portfolio
-29.6%
Benchmark
-31.0%
Sharpe
Portfolio
0.58
Benchmark
0.47
Sortino
Portfolio
0.69
Benchmark
0.57
Calmar
Portfolio
0.41
Benchmark
0.36
Max Drawdown
Portfolio
-37.6%
Benchmark
-38.4%
yfinance version: 1.0
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